Trading Metrics calculated at close of trading on 28-Jan-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2021 |
28-Jan-2021 |
Change |
Change % |
Previous Week |
Open |
13,551.00 |
13,052.50 |
-498.50 |
-3.7% |
12,774.25 |
High |
13,586.50 |
13,394.00 |
-192.50 |
-1.4% |
13,423.50 |
Low |
12,884.75 |
12,906.25 |
21.50 |
0.2% |
12,727.00 |
Close |
13,105.50 |
13,186.00 |
80.50 |
0.6% |
13,361.50 |
Range |
701.75 |
487.75 |
-214.00 |
-30.5% |
696.50 |
ATR |
252.83 |
269.61 |
16.78 |
6.6% |
0.00 |
Volume |
786,471 |
623,570 |
-162,901 |
-20.7% |
1,749,996 |
|
Daily Pivots for day following 28-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,625.25 |
14,393.50 |
13,454.25 |
|
R3 |
14,137.50 |
13,905.75 |
13,320.25 |
|
R2 |
13,649.75 |
13,649.75 |
13,275.50 |
|
R1 |
13,418.00 |
13,418.00 |
13,230.75 |
13,534.00 |
PP |
13,162.00 |
13,162.00 |
13,162.00 |
13,220.00 |
S1 |
12,930.25 |
12,930.25 |
13,141.25 |
13,046.00 |
S2 |
12,674.25 |
12,674.25 |
13,096.50 |
|
S3 |
12,186.50 |
12,442.50 |
13,051.75 |
|
S4 |
11,698.75 |
11,954.75 |
12,917.75 |
|
|
Weekly Pivots for week ending 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,260.25 |
15,007.25 |
13,744.50 |
|
R3 |
14,563.75 |
14,310.75 |
13,553.00 |
|
R2 |
13,867.25 |
13,867.25 |
13,489.25 |
|
R1 |
13,614.25 |
13,614.25 |
13,425.25 |
13,740.75 |
PP |
13,170.75 |
13,170.75 |
13,170.75 |
13,234.00 |
S1 |
12,917.75 |
12,917.75 |
13,297.75 |
13,044.25 |
S2 |
12,474.25 |
12,474.25 |
13,233.75 |
|
S3 |
11,777.75 |
12,221.25 |
13,170.00 |
|
S4 |
11,081.25 |
11,524.75 |
12,978.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,599.75 |
12,884.75 |
715.00 |
5.4% |
375.25 |
2.8% |
42% |
False |
False |
596,796 |
10 |
13,599.75 |
12,727.00 |
872.75 |
6.6% |
296.75 |
2.3% |
53% |
False |
False |
528,362 |
20 |
13,599.75 |
12,491.25 |
1,108.50 |
8.4% |
263.50 |
2.0% |
63% |
False |
False |
503,229 |
40 |
13,599.75 |
12,216.75 |
1,383.00 |
10.5% |
215.50 |
1.6% |
70% |
False |
False |
372,238 |
60 |
13,599.75 |
10,934.00 |
2,665.75 |
20.2% |
229.75 |
1.7% |
84% |
False |
False |
248,463 |
80 |
13,599.75 |
10,934.00 |
2,665.75 |
20.2% |
237.50 |
1.8% |
84% |
False |
False |
186,500 |
100 |
13,599.75 |
10,649.50 |
2,950.25 |
22.4% |
263.50 |
2.0% |
86% |
False |
False |
149,321 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,467.00 |
2.618 |
14,671.00 |
1.618 |
14,183.25 |
1.000 |
13,881.75 |
0.618 |
13,695.50 |
HIGH |
13,394.00 |
0.618 |
13,207.75 |
0.500 |
13,150.00 |
0.382 |
13,092.50 |
LOW |
12,906.25 |
0.618 |
12,604.75 |
1.000 |
12,418.50 |
1.618 |
12,117.00 |
2.618 |
11,629.25 |
4.250 |
10,833.25 |
|
|
Fisher Pivots for day following 28-Jan-2021 |
Pivot |
1 day |
3 day |
R1 |
13,174.00 |
13,242.25 |
PP |
13,162.00 |
13,223.50 |
S1 |
13,150.00 |
13,204.75 |
|